Working Paper
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Hofmann, M., Thimme, J. and M. Uhrig-Homburg (2019), Do Option Traders Boost Stock Anomalies?.
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Hofmann, M. and M. Uhrig-Homburg (2018), Volatility Noise.
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Hitzemann, S., M. Hofmann, M. Uhrig-Homburg, and C. Wagner (2018), Margin Requirements and Equity Option Returns.
Presentations at Conferences and Workshops
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Volatility Noise: OptionMetrics Research Conference 2017, New York (NY); SGF 2018, Zürich
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Margin Requirements and Equity Option Returns: DGF 2016, Bonn; EUROFIDAI 2016, Paris; SGF 2017, Zürich; Conference on the Econometrics of Financial Markets (Poster Session), Stockholm; SFS Cavalcade 2017, Nashville; AFA 2018, Philadelphia